+485.4%
P vs MUB
+24.4%
+461.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -0.9% | +7.4% | +7.6% |
| 30D | +18.8% | -1.4% | +20.3% | +20.8% |
| 3M | +26.7% | -2.2% | +28.9% | +30.0% |
| 6M | +62.2% | -1.9% | +64.1% | +65.9% |
| YTD | +48.5% | -0.8% | +49.3% | +50.0% |
| 1Y | +26.4% | +2.7% | +23.7% | +22.8% |
| 3Y | +159.4% | +8.6% | +150.8% | +135.0% |
| 5Y | +275.8% | +2.0% | +273.7% | +266.2% |
| 10Y | +732.0% | +17.9% | +714.1% | +776.3% |
| All | +485.4% | +24.4% | +461.0% | +600.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling